Primer Contest 13
Duration
1h 0m
Problems
5
Total difficulty
7300
Participants
0
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| # | Name | Tags | Difficulty | |
|---|---|---|---|---|
| ✓ | A | Compute integral with u=ln x substitution A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | calculusintegrationsubstitution | |
| ✓ | B | Lognormal expected value formula A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 4 · Lognormal random variables. Risk-neutral pricing | lognormalrisk-neutralexpected-value | |
| ✓ | C | Delta-neutral and Gamma-neutral with 5000 Delta A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 3 · Probability concepts. Black-Scholes formula. Greeks and Hedging | optionshedginggreeksdelta-gamma-neutral | |
| ✓ | D | Call options strikes 100, 120, 130 — bid-ask? A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 1 · Calculus review. Options | optionsarbitrageconvexity | |
| ✓ | E | Down-and-out worth zero in limit A Primer for the Mathematics of Financial Engineering (Stefanica) · Ch 7 · Multivariable calculus: chain rule, integration by substitution, extrema. Barrier options | optionsbarrierlimitslhopital |